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Business, 28.11.2019 01:31 makaalbarnthemeister
The sharpe ratio compares the asset's realized excess return to its over a specified period. excess returns measure the amount that investment returns are above the risk-free rate — so investments with returns equal to the risk-free rate will have a sharpe ratio. it follows that over a given time period, investments with sharpe ratios performed better, because they generated higher excess returns per unit of risk. the sharpe ratio is calculated as:
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The sharpe ratio compares the asset's realized excess return to its over a specified period. excess...
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